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Soc. Generale Call 54 SAX 21.06.2.../  DE000SV49JM6  /

Frankfurt Zert./SG
6/4/2024  8:47:43 AM Chg.+0.100 Bid9:09:01 AM Ask9:09:01 AM Underlying Strike price Expiration date Option type
1.210EUR +9.01% 1.260
Bid Size: 3,000		 1.320
Ask Size: 3,000		 STROEER SE + CO. KGA... 54.00 - 6/21/2024 Call
 

Master data

WKN: SV49JM
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.33
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.15
Implied volatility: 0.79
Historic volatility: 0.23
Parity: 1.15
Time value: 0.08
Break-even: 66.30
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 6.03%
Delta: 0.88
Theta: -0.07
Omega: 4.71
Rho: 0.02
 

Quote data

Open: 1.210
High: 1.210
Low: 1.210
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.04%
1 Month  
+44.05%
3 Months  
+384.00%
YTD  
+175.00%
1 Year  
+202.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 1.040
1M High / 1M Low: 1.280 0.710
6M High / 6M Low: 1.280 0.240
High (YTD): 5/21/2024 1.280
Low (YTD): 3/1/2024 0.240
52W High: 5/21/2024 1.280
52W Low: 10/5/2023 0.120
Avg. price 1W:   1.090
Avg. volume 1W:   0.000
Avg. price 1M:   1.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   0.371
Avg. volume 1Y:   0.000
Volatility 1M:   172.34%
Volatility 6M:   161.08%
Volatility 1Y:   176.20%
Volatility 3Y:   -